@techreport{oai:repository.dl.itc.u-tokyo.ac.jp:00042084, author = {Kunitomo, Naoto and Seisho, Sato}, month = {Nov}, note = {application/pdf, 本文フィルはリンク先を参照のこと}, title = {Realized Volatility, Covariance and Hedging Coefficient of the Nikkei-225 Futures with Micro-Market Noise}, year = {2008} }